Pricing Defaultable Bonds

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Destrezas que aprenderás

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Reseñas

4.6 (2,313 calificaciones)

  • 5 stars
    75,57 %
  • 4 stars
    15,99 %
  • 3 stars
    3,71 %
  • 2 stars
    1,46 %
  • 1 star
    3,24 %

JP

20 de oct. de 2019

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Perfect course to grasp the fundamental theories in financial engineering and risk management! I deeply appreciate the videos and lecture notes! Hopefully, I can start the next course soon :)

AZ

17 de jul. de 2020

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A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

De la lección

Term Structure Models II and Introduction to Credit Derivatives

Calibration of term-structure models; the Black-Derman-Toy and Ho-Lee models. Limitations of term-structure models and derivatives pricing models in general. Introduction to credit-default swaps (CDS) and the pricing of CDS and defaultable bonds.

Impartido por:

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    Martin Haugh

    Associate Professor of Practice

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    Garud Iyengar

    Professor

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